There are two main offensive weapon options for a Zhayedan, the breaker rifle and the HMG. The HMG is a solid choice with everything that entails; 4 shots, good from 16-32" range and on a troop with BS12. Not bad, but arguably overcosted at 32 points because it doesn't really offer anything special.
The breaker rifle loadout is much more interesting. The reason for this is that it comes with Marksmanship L2 which adds a huge amount of lethality. Marksmanship L1 adds the effects of shock ammunition to all your shots. This is significant because it means every time you hit with your breaker rifle you're going to be causing an ARM save (due to the shock ammunition), and a BTS save at half its usual value (due to the breaker ammunition). 3 shots with this rifle could be causing the opponent to have to make 6 saves! Then you add in the effect from Marksmanship L2 and it gets even better. Marksmanship L2 allows you to ignore cover for the purposes of determining your BS. This means that a target in cover between 8-16" away will be hit on 15s instead of 12s! The combination of ignoring cover and forcing your targets to make multiple saves with every hit makes the Zhayedan one of the most lethal midrange gunfighters Haqqislam has access to.
Defensive capabilities are where the Zhayedan falls down slightly. Veteran L1 is an interesting skill that allows the troop to ignore the effect of isolation, loss of lieutenant, and retreat!. It's certainly useful but it doesn't come up too often. The automedikit allows an unconscious Zhayedan to attempt a PH roll to revive itself. It's much worse than just using a doctor, but it does mean a downed Zhayedan can at least do something if it's stuck unconscious in an awkward position. As with Veteran L1 though it's situational at best. The Zhayedan also has a low armour value, and only one wound. It really is quite squishy.
In terms of weapons you do have access to a sniper rifle with Marksmanship L2, and a missile launcher without it. Both weapons are potent defensive options, the sniper covering 16-48", and the missile launcher covering 24 to 48". Both also cause massive damage with single shots so they make good ARO weapons. The sniper in particular is interesting with the ability to ignore cover due to Marksmanship L2, but unfortunately gains nothing from Marksmanship L1 because it already has shock ammunition. The missile launcher Zhayedan also has nimbus grenades, which might occasionally be useful (it applies -3BS and-1 Burst to any shots passing through it. Cases where this is worth an order seem to be rare).
- One special trick the Zhayedan with Marksmanship L2 and a shotgun has is to ignore all the effects of cover. Marksmanship L2 ignores the BS modifier from cover, and the light shotgun ignores the ARM modifier from cover due to being a template weapon.
The most common loadout for a Zhayedan is the breaker rifle, and it's normally used as an active turn hunter. The thing to remember is that between 0-16" the Zhayedan is lethal, but outside of 16" it loses a lot of efficacy. Setting up long range ARO pieces is a good idea because it severely limits where the Zhayedan can go safely. Another reasonable response is to just position troops in safe places at the end of your turn so that the Zhayedan can't access them easily. If you successfully do this then your opponent is going to have to waste lots of orders just moving the Zhayedan around.
In your own active turn it's best to engage outside of 16" again just to make sure you have better odds with the face-to-face roll. Within 16" the Zhayedan will probably make a single shot on 18 or 15 - and that could cause a surprising amount of trouble. Best to just stay out of reach. If you can hit the Zhayedan with shock ammunition or cause multiple wounds you avoid the trouble of having it revive itself with the automedikit, which is rare but a real pain when it does occur.
It's reasonably difficult to fit a breaker rifle Zhayedan into a list just because of its points cost and certain key deficiencies. It's an active turn hunter but it doesn't have a long ranged weapon, and it doesn't have MSV either (so there are certain troops it just won't be able to touch due to ODD or TO camouflage). Due to this you might find yourself looking at a Djanbazan HMG instead of the Zhayedan, or in addition to it. With an HMG and MSV, the Djanbazan is able to cover ranges the Zhayedan is unable to, and it has an effective counter to camouflage. Interestingly the Djanbazan HMG is about the same cost as a Zhayedan, so this is why the HMG Zhayedan sees almost no play.
The Zhayedan is also quite vulnerable defensively and can go down easily to opposing fire, so you'll probably want to pair it up with smoke throwers to cover its advance and a doctor to pick it back up if it takes an unlucky shot. This means you'll most likely also look at including Ghazi and a Ghulam doctor. This combination should be able to adequately support your Zhayedan as it goes around the board picking off foes.
These two issues do nicely highlight the awkwardness of the Zhayedan in list building. It's one of the most fantastic aggressive units in Haqqislam but it doesn't do long-ranged fire, it can't do much against TO camo or ODD, it can struggle to move around the board safely, and it almost never survives a hit. When building a list just be aware of these issues. The above information isn't supposed to put you off the Zhayedan entirely but it should serve a warning about what you need to think about if you want to play one.
There are definitely upsides to list building with a Zhayedan though. Notably it costs 0 SWC, and neither does a Fiday, or most Ayyar loadouts, so it is possible (and an interesting idea, in theory) to build a list where all of the offensive units use no SWC. This would leave 6 SWC just to spend on ARO pieces, which could lead to some horrible results for your opponent when their turn comes around.
The missile launcher and sniper Zhayedans are rarely seen because they cost so many points and don't particularly fulfil any function that other troops can't do better to some extent, or at least can do for much fewer points.
Deploy your Zhaeydan near to the action but safe. This is incredible difficult to get right because one unlucky shot could spell the end of your troop, but if you're not going to get it stuck into enemy forces then it's not worth running in the first place. You really want to deploy it somewhere where it has lots of medium-range lanes to take advantage of, and ideally you want it near a smoke-thrower and a doctor too, just in case you need a bit more defensive punch. Look for areas of the board with dense scatter terrain, and ideally near to key mission-critical objectives so that your opponent is forced to come to you if they want to score.
If you've taken an ARO Zhayedan such as the sniper or missile launcher profile then bear in mind the lack of defensive modifiers you have (no camouflage, no ODD) and the fact that you lack MSV (cannot ARO very well against opposing troops that are camouflaged). Be wary with your positioning, and try to provide backup for your Zhayedan with another ARO piece that can complement it. Long firelanes are best for a missile launcher or sniper, but don't overexpose yourself by trying to cover a huge open area.
Active Turn Role
The Zhayedan should be very order intensive in your active turn because this is where it shines. It's an active-turn hunter; the name is pretty accurate. You're quick enough with a 4-4 move, and your weapon shreds any kind of opponent from light infantry to TAGs if you catch them at an optimum range - so take advantage of it!
Despite the fact that you'll often be hitting on 15s, it's best to only take on one target at a time because the Zhayedan is really bad at taking hits. It's always disappointing to lose a 30-ish point troop to a single wayward ARO. To make this happen you either need to be smart about your use of terrain, or you can use smoke grenades to block opposing troops' lines of fire.
The Zhayedan will be shooting more often than not as an ARO due to the respectable BS and the fact that it ignores cover. However due to a lack of MSV you may find yourself dodging often against camouflaged troops.